Restoration of well-posedness of infinite-dimensional singular ODE's via noise

DOI10.1007/S11118-023-10069-6MaRDI QIDQ6201830OpenAlexFDO

Authors David R. Baños, Martin Bauer, Thilo Meyer-Brandis, F. Proske

Publication date 21 February 2024

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1903.05863

zbMATH Keywords

Malliavin calculusfractional Brownian motionirregular drift coefficientstrong solutions of SDEs\(L^2\)-compactness criterion

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) PDEs with randomness, stochastic partial differential equations (35R60) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) Regularization by noise (60H50)

Abstract: In this paper we aim at generalizing the results of A. K. Zvonkin and A. Y. Veretennikov on the construction of unique strong solutions of stochastic differential equations with singular drift vector field and additive noise in the Euclidean space to the case of infinite-dimensional state spaces. The regularizing driving noise in our equation is chosen to be a locally non-H"{o}lder continuous Hilbert space valued process of fractal nature, which does not allow for the use of classical construction techniques for strong solutions from PDE or semimartingale theory. Our approach, which does not resort to the Yamada-Watanabe principle for the verification of pathwise uniqueness of solutions, is based on Malliavin calculus.

Recommendations

• \(C^{\infty}\)-regularization by noise of singular ODE's
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Cited in

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• \(C^{\infty}\)-regularization by noise of singular ODE's

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